-36.8%
SNDK vs MTSI
-30.9%
-6.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +10.3% | +3.4% | +4.2% |
| 7D | -5.8% | +7.2% | -12.9% | -10.7% |
| 30D | -34.3% | -18.4% | -15.8% | -20.9% |
| 3M | -23.1% | -16.7% | -6.4% | -12.5% |
| 6M | -36.8% | -31.7% | -5.1% | -4.9% |
| All | -36.8% | -30.9% | -6.0% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling